+1,493.1%
LITE vs PFG
+184.0%
+1,309.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | +10.8% | +2.4% | +8.4% | +9.6% |
| 30D | -33.4% | +5.9% | -39.3% | -35.2% |
| 3M | -32.2% | -0.4% | -31.8% | -32.6% |
| 6M | -42.1% | +14.8% | -56.9% | -47.0% |
| YTD | +61.9% | +31.9% | +29.9% | +37.5% |
| 1Y | +163.0% | +38.8% | +124.2% | +118.2% |
| 3Y | +1,358.0% | +82.4% | +1,275.6% | +970.9% |
| 5Y | +549.9% | +94.7% | +455.2% | +356.6% |
| All | +1,493.1% | +184.0% | +1,309.1% | +712.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling